Narrow search
Showing 1 - 10 of 483
Cover Image
Impact of quarterly results announcement on share price : evidence from India
Pradhan, Subhendu Kumar; Kasilingam, R. - In: Research bulletin / The Institute of Cost Accountants … 43 (2017) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10011852753
Cover Image
Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically
Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015
distribution. This paper assesses the empirical relevance of this premise using a novel data set. The authors find that Knightian … the consumption-based specification of the risk premium. The relevance of Knightian uncertainty is inconsistent with all … Expectations Hypothesis, which recognizes the relevance of Knightian uncertainty in driving outcomes in real-world markets. Their …
Persistent link: https://www.econbiz.de/10011309720
Cover Image
Quantifying the Behavior of Stock Correlations Under Market Stress
Preis, Tobias - 2012
Understanding correlations in complex systems is crucial in the face of turbulence, such as the ongoing financial crisis. However, in complex systems, such as financial systems, correlations are not constant but instead vary in time. Here we address the question of quantifying state-dependent...
Persistent link: https://www.econbiz.de/10013098531
Cover Image
Asset Pricing and Truth
Andrikopoulos, Andreas - 2013
Truth is important in finance. Asset valuation, being a constitutive component of investment theory and the allocation of resources in the industry of financial services, is based on models that calculate true asset values as distinct from observed market prices. In financial economics, truth is...
Persistent link: https://www.econbiz.de/10013073027
Cover Image
Quantifying the Diversity of News Around Stock Market Moves
Curme, Chester - 2017
The dynamics of news are such that some days are dominated by a single story while others see news outlets reporting on a range of different events. While these large-scale features of news are familiar to many, they are often ignored in settings where they may be important in understanding...
Persistent link: https://www.econbiz.de/10012960411
Cover Image
Quantifying the Relationship between Financial News and the Stock Market
Alanyali, Merve - 2014
The complex behavior of financial markets emerges from decisions made by many traders. Here, we exploit a large corpus of daily print issues of the Financial Times from 2nd January 2007 until 31st December 2012 to quantify the relationship between decisions taken in financial markets and...
Persistent link: https://www.econbiz.de/10013061319
Cover Image
Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Moat, Helen Susannah - 2014
Financial crises result from a catastrophic combination of actions. Vast stock market datasets offer us a window into some of the actions that have led to these crises. Here, we investigate whether data generated through Internet usage contain traces of attempts to gather information before...
Persistent link: https://www.econbiz.de/10013063944
Cover Image
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009767005
Cover Image
Mean volatility regressions
Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang - 2010
Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...
Persistent link: https://www.econbiz.de/10008772580
Cover Image
A Snakes and Ladders Representation of Stock Prices and Returns
Gager, Philip C. - 2011
Snakes and ladders is an ancient Indian game of chance that offers amusement as well as a metaphor for life's many ups and downs. Games offer useful and fun ways of conveying ideas as well as solution techniques and this game has considerable mathematical tractability. This note shows how snakes...
Persistent link: https://www.econbiz.de/10013134229